References
- Bahmani-Oskooee, M., T. Chang, T. H. Chen, and H. W. Tzeng. 2017. “Revisiting Purchasing Power Parity in Eastern European Countries: Quantile Unit Root Tests.” Empirical Economics 52 (2): 463–483. doi:https://doi.org/10.1007/s00181-016-1099-z.
- Bahmani-Oskooee, M., T. Chang, Z. Elmi, A. Gelan, and O. Ranjbar. 2018. “Non-linear Quantile Unit Root Test and PPP: More Evidence from Africa.” Applied Economics Letters 25 (7): 465–471. doi:https://doi.org/10.1080/13504851.2017.1335385.
- Bahmani-Oskooee, M., T. Chang, and K. C. Lee. 2016. “Purchasing Power Parity in Emerging Markets: A Panel Stationary Test with Both Sharp and Smooth Breaks.” Economic Systems 40 (3): 453–460. doi:https://doi.org/10.1016/j.ecosys.2015.12.002.
- Bahmani‐Oskooee, M., T. Chang, F. Niroomand, and O. Ranjbar. 2020. “Fourier Nonlinear Quantile Unit Root Test and PPP in Africa.” Bulletin of Economic Research 72 (4): 451–481. doi:https://doi.org/10.1111/boer.12230.
- Bahramian, P., and A. Saliminezhad. 2020. “Revisiting Purchasing Power Parity in the ASEAN-5 Countries: Evidence from the Fourier Quantile Unit Root Test.” Applied Economics Letters 1–6. doi:https://doi.org/10.1080/13504851.2020.1803473.
- Broock, W. A., J. A. Scheinkman, W. D. Dechert, and B. LeBaron. 1996. “A Test for Independence Based on the Correlation Dimension.” Econometric Reviews 15 (3): 197–235. doi:https://doi.org/10.1080/07474939608800353.
- Chang, T., Y. C. Lu, D. P. Tang, and W. C. Liu. 2011. “Long-run Purchasing Power Parity with Asymmetric Adjustment: Further Evidence from African Countries.” Applied Economics 43 (2): 231–242. doi:https://doi.org/10.1080/00036840802467073.
- Christopoulos, D. K., and M. A. León-Ledesma. 2010. “Smooth Breaks and Non-linear Mean Reversion: Post-Bretton Woods Real Exchange Rates.” Journal of International Money and Finance 29 (6): 1076–1093. doi:https://doi.org/10.1016/j.jimonfin.2010.02.003.
- Dickey, D. A., and W. A. Fuller. 1979. “Distribution of the Estimators for Autoregressive Time Series with a Unit Root.” Journal of the American Statistical Association 74 (366a): 427–431.
- Jarque, C. M., and A. K. Bera. 1987. “A Test for Normality of Observations and Regression Residuals.” International Statistical Review/Revue Internationale de Statistique 55 (2): 163–172.
- Li, H., and S. Y. Park. 2018. “Testing for a Unit Root in a Nonlinear Quantile Autoregression Framework.” Econometric Reviews 37 (8): 867–892. doi:https://doi.org/10.1080/00927872.2016.1178871.
- Mike, F., and O. Kızılkaya. 2019. “Testing the Theory of PPP for Emerging Market Economies that Practice Flexible Exchange Rate Regimes.” Applied Economics Letters 26 (17): 1411–1417. doi:https://doi.org/10.1080/13504851.2018.1564111.
- Öge Güney, P., E. Telatar, and M. Hasanov. 2012. “Re-examining Purchasing Power Parity for Selected Emerging Markets and African Countries.” Applied Economics Letters 19 (2): 139–144. doi:https://doi.org/10.1080/13504851.2011.570698.